An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered Random Variables

  title={An MGF-Based Unified Framework to Determine the Joint Statistics of Partial Sums of Ordered Random Variables},
  author={Sung Sik Nam and Hong-Chuan Yang and Mohamed-Slim Alouini and Dong In Kim},
  journal={IEEE Transactions on Information Theory},
Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs). With the proposed approach, we can systematically derive the joint statistics of any partial sums of ordered statistics, in terms of the moment generating function (MGF) and the probability density function (PDF). Our MGF-based approach applies not only when… 

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